N-Q 1 form542.htm QUARTERLY SCHEDULE form542
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION 
Washington, D.C. 20549

FORM N-Q
 
QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT 
INVESTMENT COMPANY

Investment Company Act file number    811-4888 

DREYFUS SHORT-INTERMEDIATE GOVERNMENT FUND 
(Exact name of Registrant as specified in charter)

c/o The Dreyfus Corporation 
200 Park Avenue 
New York, New York 10166 
(Address of principal executive offices) (Zip code) 
 
Mark N. Jacobs, Esq. 
200 Park Avenue 
New York, New York 10166 
(Name and address of agent for service) 
 
Registrant's telephone number, including area code: (212) 922-6000 

Date of fiscal year end:    11/30 
Date of reporting period:    8/31/05 


FORM N-Q

Item 1. Schedule of Investments.

DREYFUS SHORT-INTERMEDIATE GOVERNMENT FUND 
Statement of Investments 
August 31, 2005 (Unaudited) 

    Prinicipal     
Bonds and Notes - 97.0 %    Amount ($)    Value ($) 
U.S. Government- 67.0%         
U.S. Treasury Inflation Protected Securities:         
.875%, 4/15/2010    9,558,298 a    9,336,606 
3.375%, 1/15/2007    19,015,679 a    19,712,746 
U.S. Treasury Notes:         
1.5%, 3/31/2006    19,300,000    19,061,027 
1.625%, 2/28/2006    21,050,000 b    20,843,626 
2.25%, 2/15/2007    19,500,000    19,076,460 
3%, 12/31/2006    81,755,000    80,905,566 
3.625%, 4/30/2007    19,390,000    19,330,861 
        188,266,892 
U.S. Government Agencies -2.3%         
Federal National Mortage Association,         
Notes, 0%, 5/15/2014    9,600,000    6,534,528 
 
U.S. Government Agencies/Mortgage-Backed - 27.7%     
Federal Home Loan Mortgage Corp.:         
4%, 1/1/2010-4/1/2010    22,021,265    21,774,062 
4.5%, 2/1/2010    1,991,731    1,995,456 
5%, 5/1/2010-7/1/2010    5,067,413    5,119,659 
Structured Pass-Through Cfts.:         
Ser. H005, Cl. A2, 2.55%, 8/15/2007    3,184,583 c    3,169,231 
Ser. T-7, Cl. A6, 7.03%, 8/25/2028    901,970    903,918 
Ser. T-22, Cl. A6, 7.05%, 11/25/2029    2,604,067    2,604,067 
Federal National Mortage Association:         
4%, 2/1/2010-5/1/2010    2,943,964    2,894,271 
5%, 2/1/2018-5/1/2018    6,105,151    6,154,858 
6%    4,325,000 d    4,464,179 
6%, 10/1/2013    3,177,802    3,221,064 
REMIC, Trust Gtd. Pass-Through Ctfs.,         
Ser. 2003-54, Cl. PB, 4%, 9/25/2017    1,686,838    1,681,939 
Whole Loan:         
Ser. 2001-W1, Cl. AF6, 6.402%, 7/25/2031    2,220,189    2,215,588 
Ser. 2001-W2, Cl. AF6, 6.089%, 10/25/2031    4,631,052    4,678,890 
Government National Mortgage Association:         
Ser. 2003-96, Cl. B, 3.6072%, 8/16/2018    580,000    569,574 
Ser. 2004-43, Cl. A, 2.822%, 12/16/2019    643,841    621,980 
Ser. 2004-51, Cl. A, 4.145%, 2/16/2018    493,826    490,390 
Ser. 2004-97, Cl. AB, 3.084%, 4/16/2022    759,100    734,915 
Ser. 2005-29, Cl. A, 4.016%, 7/16/2027    1,001,179    987,092 
Ser. 2005-32, Cl. B, 4.385%, 8/16/2030    1,050,000    1,046,147 
Ser. 2005-34, Cl. A, 3.956%, 9/16/2021    1,509,587    1,493,122 
Ser. 2005-42, Cl. A, 4.045%, 7/16/2020    1,439,386    1,426,140 
Ser. 2005-50, Cl. A, 4.287%, 1/16/2030    1,372,012    1,355,300 
Ser. 2005-52, Cl. A, 4.287%, 1/16/2030    568,901    565,710 
Ser. 2005-59, Cl. A, 4.388%, 5/16/2023    550,000    549,141 
Ser. 2005-67, Cl. A, 4.3%, 10/16/2039    2,000,000    1,978,750 
U.S. Government Gtd. Development Participation Ctfs.,     
(Gtd. By Small Businees Administration)         
Ser. 1997-20G, Cl. 1, 6.85%, 7/1/2017    4,316,469    4,561,076 
Vendee Mortgage Trust II,         
Ser. 2001-1, Cl. H, 7%, 8/15/2007    530,255    540,596 
        77,797,115 
Total Bonds and Notes         
(cost $272,917,548)        272,598,535 


    Face Amount         
    Covered by         
Options - 0%    Contracts ($)        Value ($) 
Call Options;             
U.S. Treasury Notes, 4.25%, 8/15/2015             
November 2005 @ 100.09375    2,800,000        46,375 
(cost $29,750)             
 
Short-Term Investments - 4.8%             
U.S. Government Agency -1.6%             
Federal National Mortage Association,             
3.4%, 9/19/2005    4,475,000        4,467,437 
U.S. Treasury Bills- 3.2%             
3.01%, 9/15/2005    9,000,000        8,988,030 
 
Total Short Term Investments             
(cost $13,456,001)            13,455,467 
 
 
Total Investment (cost$ 286,403,299)    101.8    %    286,100,377 
Liabilities, Less Cash and Receivables    (1.8)    %    (5,138,302) 
Net Assets    100.0    %    280,962,075 

a    Principal amount for accrual purposes is periodically adjusted based on changes in the Consumer Price Index. 
b    Partially held by a broker as collateral for open financial futures position. 
c    Variable rate security--interest rate subject to periodic change. 
d    Purchased on a forward commitment basis. 

Securities valuation policies and other investment related disclosures are hereby incorporated by reference to the annual and semi annual reports previously filed with the Securities and Exchange Commission on Form N-CSR.


DREYFUS SHORT-INTERMEDIATE GOVERNMENT FUND 
Statement of Financial Futures 
August 31, 2005 (Unaudited) 

        Market Value        Unrealized 
        Covered by        Appreciation / Depreciation 
    Contracts    Contracts ($)    Expiration    at 8/31/2005 ($) 





Financial Futures Long                 
U.S. Treasury 2 Year Notes    260    53,844,375    December 2005    231,562 
 
Financial Futures Short                 
U.S. Treasury 5 Year Notes    85    9,211,875    December 2005    (82,343) 
U.S. Treasury 10 Year Notes    66    7,452,844    September 2005    22,437 
U.S. Treasury 30 Year Bonds    45    5,311,406    December 2005    (52,813) 
 
 
 
                118,843 


DREYFUS SHORT-INTERMEDIATE GOVERNMENT FUND 
Statement of Options Written 
August 31, 2005 (Unaudited) 

    Face Amount     
    Covered by     
Issuer    Contracts ($)    Value($) 



Call Options;         
U.S. Treasury Notes, 4.25%, 8/15/2015         
November 2005 @ 101.546875    5,600,000    50,750 
(Premium received $29,750)         


Item 2. Controls and Procedures.

(a) The Registrant's principal executive and principal financial officers have concluded, based on their evaluation of the Registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report, that the Registrant's disclosure controls and procedures are reasonably designed to ensure that information required to be disclosed by the Registrant on Form N-Q is recorded, processed, summarized and reported within the required time periods and that information required to be disclosed by the Registrant in the reports that it files or submits on Form N-Q is accumulated and communicated to the Registrant's management, including its principal executive and principal financial officers, as appropriate to allow timely decisions regarding required disclosure.

(b) There were no changes to the Registrant's internal control over financial reporting that occurred during the Registrant's most recently ended fiscal quarter that have materially affected, or are reasonably likely to materially affect, the Registrant's internal control over financial reporting.

Item 3. Exhibits.

(a) Certifications of principal executive and principal financial officers as required by Rule 30a-2(a) under the Investment Company Act of 1940.


SIGNATURES

Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the Registrant has duly caused this Report to be signed on its behalf by the undersigned, thereunto duly authorized.

DREYFUS SHORT-INTERMEDIATE GOVERNMENT FUND

By:    /s/ Stephen E. Canter 
    Stephen E. Canter 
    President 
 
Date:    October 28, 2005 
 
Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 
1940, this Report has been signed below by the following persons on behalf of the Registrant and in the 
capacities and on the dates indicated. 
 
By:    /s/ Stephen E. Canter 
    Stephen E. Canter 
    Chief Executive Officer 
 
Date:    October 28, 2005 
 
By:    /s/ James Windels 
    James Windels 
    Chief Financial Officer 
 
Date:    October 28, 2005 
 
EXHIBIT INDEX
 
    (a) Certifications of principal executive and principal financial officers as required by Rule 30a- 
    2(a) under the Investment Company Act of 1940. (EX-99.CERT)